In Chapter 23, we studied a generalization of the linear programming problem in which variables were constrained to take on integer values. In this chapter, we consider a generalization of a different kind. Namely, we shall study the class of problems that would be linear programs except that the objective function is permitted to include terms involving products of pairs of variables. Such terms are called quadratic terms, and the problems we shall study are called quadratic programming problems.
KeywordsQuadratic Programming Dual Problem Positive Semidefinite Efficient Frontier Quadratic Programming Problem
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